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For those not well versed in Wealth Lab syntax, can you describe the
system in English ?
--- In amibroker@xxxxxxxxxxxxxxx, "Jeff" <jeffstr@xxxx> wrote:
>
> I been at this a couple weeks, reviewed the archives, studied the
best
> I could. I've included a very simple Wealth-Lab code that I've
been
> trading very profitably. Just can't duplicate with AB and need
help;
>
> For the record, whatever the semantics, I DO NOT consider this
> scaling. Each trade of the same security is considered it's own
> entity and is looking for 5% targets. As an example, if the first
> trade is taken and the price drops like a rock it might well turn
into
> a Buy and Hold forever, that's okay. On the drop down I want to
> take the multiple signals again and again and still looking for 5%
> target retracements on each of the new entries. It may very well be
> that I bought high and got 10 open positions, but I'm still looking
> for a 5% target on the last entry. I sure hope that was explained
> okay. Code;
>
> {#OptVar1 5;1;10;1}
> var BAR, P: integer;
> var nTarget: integer;
> nTarget := #OptVar1;
>
> InstallprofitTarget( nTarget );
> for Bar := 21 to BarCount() - 1 do
> begin
> ApplyAutoStops( Bar );
> if ( Priceopen( bar ) < Pricelow( Bar - 1) ) then
> if Priceopen(Bar) < PriceAverageC(Bar-1) then
> if PriceAverageC(Bar-1) < PriceAverageC(Bar-2) then
> BuyAtMarket( Bar + 1, '');
> end;
>
> This is my favorite trading system. Please, anybody, got ideas on
> how to approach this non-scaling scenario? I hope I'm wrong but
this
> study sure doesn't seem possible with AB. My gratitude for any
> feedback.
>
> --Jeff
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